-65.3%
EL vs TRU
-26.5%
-38.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +10.0% | +21.3% | -11.3% | +1.2% |
| 3M | +28.4% | +0.2% | +28.2% | +27.4% |
| 6M | +37.1% | +22.4% | +14.7% | +24.5% |
| YTD | +7.8% | -4.8% | +12.7% | +7.1% |
| 1Y | +26.0% | -0.2% | +26.2% | +22.6% |
| 3Y | +3.8% | +57.9% | -54.1% | -21.6% |
| All | -65.3% | -26.5% | -38.9% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling